It should only ask that question if it thinks you have
altered data on the sheet.
The only way around this is to write a macro and place a
button on the sheet that would close the sheet with one
click without asking to save it first. You may be able to
use an auto_Run macro to tell the sheet that you have
already saved it and don' ask again.
If you know how to do macros, the magic code is.
sub CloseSheet()
activeworkbook.saved = True
application.quit
End Sub
Just create a botton on the sheet and assign this macro to
it.